I tried to load a game on an android emulator. When I close the emulator and open it again the game is still there but, it doesn't save—always starting from the first stage. Is there a way to save changes on the emulator?
I really appreciate any help you can provide.
The emulator has its own portion of disk dedicated to its 'internal memory', so your settings and information should be saved.
Perhaps the game saves information on the SD card, in which case the emulator may not be configured to allow saving on a virtual memory card.
Create a new virtual device and set it up with a virtual SD card, and see if that helps.
See here for more information on virtual devices:
http://developer.android.com/guide/developing/devices/index.html